+213.4%
FXI vs COO
+255.5%
-42.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | +5.7% | +4.7% | +0.9% | +4.1% |
| 30D | +4.6% | +13.9% | -9.3% | +0.1% |
| 3M | -2.8% | -14.9% | +12.2% | +1.6% |
| 6M | -6.1% | +2.0% | -8.1% | -8.2% |
| YTD | -8.0% | -23.9% | +15.9% | -1.2% |
| 1Y | -11.3% | -9.6% | -1.7% | -10.2% |
| 3Y | +42.6% | -25.4% | +68.1% | +49.1% |
| 5Y | -0.1% | -41.2% | +41.1% | +11.5% |
| 10Y | +22.7% | +42.1% | -19.3% | -2.5% |
| All | +213.4% | +255.5% | -42.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling